Saints expected to be very interested in former Cowboys HC Mike McCarthy [ Rapoport: Interview to be early next week]

SystemShock said
The point is that they didn't win it, and that the odds are stacked against it. That's it.

Right now the only 2 active coaches with a chance to do it for the first time are Payton and McCarthy (I'm counting McCarthy as "active" since he'll coach in 2025 and beyond, even if he's not on contract right now). But history is not looking kind on them.
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The odds are stacked because of the tiny sample size and because winning SBs is difficult in general, not because there is some evil magic or deal with the devil that SB winning head coaches made preventing them from doing it again.